Past exam of the mathematics course of the University of Cambridge / 2007 / ii / Paper 3 / 6B (Mathematical Biology)

The pair-birth rate here is the constant immigration rate $\lambda$, while deaths occur at total rate $\beta n$. This interpretation is fixed by the requested mean formula. With $P_n(t)=\mathrm{Pr}(N_t=n)$ and $P_j=0$ for $j<0$, the master equation isThe Markov jump-process generator acts as $Lf(n)=\lambda [f(n+2)-f(n)]+\beta n[f(n-1)-f(n)]$. Taking $f(n)=n$ gives $m^{\prime }=2\lambda -\beta m$, henceFor the second moment $s=\mathbb{E}{N}_t^2$, the two jumps give $s^{\prime }=4\lambda m+4\lambda -2\beta s+\beta m$. Differentiating $V=s-m^2$ therefore yields $V^{\prime }=4\lambda +\beta m-2\beta V$. Substitution of the mean and solution of this scalar linear equation giveThus $V(t)\to 3\lambda /\beta$, assuming $\beta >0$ and finite initial second moment. This is pair immigration with linear deaths; births at rate $\lambda n$ would be a different model and would not give the printed mean.